0.39Open0.60Pre Close17 Volume132 Open Interest39.00Strike Price653.00Turnover40.80%IV0.67%PremiumDec 27, 2024Expiry Date0.09Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.5435Delta0.3952Gamma86.87Leverage Ratio-0.1791Theta0.0008Rho47.21Eff Leverage0.0098Vega